/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.volatility.surface;
import com.opengamma.core.config.Config;
import com.opengamma.engine.value.SurfaceAndCubePropertyNames;
import com.opengamma.financial.security.option.EuropeanExerciseType;
import com.opengamma.financial.security.option.ExerciseType;
import com.opengamma.id.UniqueIdentifiable;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.money.Currency;
/**
* Specification for a volatility surface - contains all available points on the surface.
*/
@Config(description = "Volatility surface specification")
public class VolatilitySurfaceSpecification {
private final SurfaceInstrumentProvider<?, ?> _surfaceInstrumentProvider;
private final String _name;
private final String _surfaceQuoteType;
private final String _quoteUnits;
private final UniqueIdentifiable _target;
private final ExerciseType _exerciseType;
public VolatilitySurfaceSpecification(final String name, final UniqueIdentifiable target, final String surfaceQuoteType, final SurfaceInstrumentProvider<?, ?> surfaceInstrumentProvider) {
this(name, target, surfaceQuoteType, SurfaceAndCubePropertyNames.VOLATILITY_QUOTE, new EuropeanExerciseType(), surfaceInstrumentProvider);
}
public VolatilitySurfaceSpecification(final String name, final UniqueIdentifiable target, final String surfaceQuoteType, final String quoteUnits,
final SurfaceInstrumentProvider<?, ?> surfaceInstrumentProvider) {
this(name, target, surfaceQuoteType, quoteUnits, new EuropeanExerciseType(), surfaceInstrumentProvider);
}
public VolatilitySurfaceSpecification(final String name, final UniqueIdentifiable target, final String surfaceQuoteType, final String quoteUnits,
final ExerciseType exerciseType, final SurfaceInstrumentProvider<?, ?> surfaceInstrumentProvider) {
ArgumentChecker.notNull(name, "name");
ArgumentChecker.notNull(target, "target");
ArgumentChecker.notNull(surfaceQuoteType, "surface quote type");
ArgumentChecker.notNull(quoteUnits, "quote units");
ArgumentChecker.notNull(exerciseType, "exerciseType");
ArgumentChecker.notNull(surfaceInstrumentProvider, "surface instrument provider");
_name = name;
_target = target;
_surfaceQuoteType = surfaceQuoteType;
_quoteUnits = quoteUnits;
_exerciseType = exerciseType;
_surfaceInstrumentProvider = surfaceInstrumentProvider;
}
public SurfaceInstrumentProvider<?, ?> getSurfaceInstrumentProvider() {
return _surfaceInstrumentProvider;
}
public String getName() {
return _name;
}
public String getSurfaceQuoteType() {
return _surfaceQuoteType;
}
public String getQuoteUnits() {
return _quoteUnits;
}
/**
* @deprecated use getTarget()
* @throws ClassCastException if target not a currency
* @return currency assuming that the target is a currency
*/
@Deprecated
public Currency getCurrency() {
return (Currency) _target;
}
public UniqueIdentifiable getTarget() {
return _target;
}
public ExerciseType getExerciseType() {
return _exerciseType;
}
@Override
public boolean equals(final Object o) {
if (o == null) {
return false;
}
if (!(o instanceof VolatilitySurfaceSpecification)) {
return false;
}
final VolatilitySurfaceSpecification other = (VolatilitySurfaceSpecification) o;
return other.getName().equals(getName()) &&
other.getTarget().equals(getTarget()) &&
other.getSurfaceInstrumentProvider().equals(getSurfaceInstrumentProvider()) &&
other.getSurfaceQuoteType().equals(getSurfaceQuoteType()) &&
other.getExerciseType().equals(getExerciseType()) &&
other.getQuoteUnits().equals(getQuoteUnits());
}
@Override
public int hashCode() {
return getName().hashCode() * getTarget().hashCode() * getSurfaceQuoteType().hashCode() * getQuoteUnits().hashCode() * getExerciseType().hashCode();
}
}